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changes.mady.by.user Hymavathi Velagapudi

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Comment: Published by Scroll Versions from this space and version 1.5.54

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Note
titleVenue Constraints
  • Streaming Spot - ABFX does not support Spot stream on autobahnfx_singleg. Instead they recommend autobahnfx_rapid for Spot streaming, which is located in CoLo for latency purposes.
  •  Streaming Swaps - Currently not supported by WE as suggested by the Venue due to capacity issues. Clients should Contact MarketFactory if this is required.
  • MultiAllocations - PreTrade allocations are supported on RFS session, but allocation side must match the leg side (i.e only positive allocation quantities are supported) .
    • PreTrade allocations are not supported on the ESP session.
  • NonDeliverables - Near leg of the NonDeliverable Swap must be post Spot.
  • RegulatoryBodies - MTF and SEF regulatories offered by the venue are applicable for MultiDealerPlatforms (I.e not applicable for individual clients)Swap Pricing - Swap pricing needs normalisation on WE due to the venue inconsistencies.
  • Near Bid/Offer Allin price and ForwardPoints needs flipping in the Quote message for all swaps.
    • Bid and Offer Spot rates are flipped for Even swaps. 


Info
titleSupported/Unsupported Features
Pricing
  1. QuoteRequest - LegSide must be TwoWay for both ESP and RFS
work flow.
  1. requests.
  2. QuoteRequest/NewOrderMultiLeg - MarketType must be Regular. Non Deliverables

Streaming Swaps are currently not supported. Clients should Contact MarketFactory if this is required.

Venue does not support SPT tenor on NDS requests.

NDS
  1. can be traded as Onshore on
autobahnfx_singleg. But
  1. this venue but this is set up at
the
  1. the  account
setup
  1. level and needs to be agreed between the Client and the Venue.
  2. QuoteRequest/NewOrderMultiLeg - LegSettlCurrency must be USD for Non Deliverables.